+168.1%
PM vs IONS
+17.1%
+151.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | -5.2% | -9.4% | +4.2% | -4.8% |
| 30D | +2.7% | -10.7% | +13.4% | +3.1% |
| 3M | +6.1% | -27.7% | +33.8% | +7.5% |
| 6M | +18.0% | -48.7% | +66.7% | +21.2% |
| YTD | +26.6% | -50.2% | +76.7% | +30.1% |
| 1Y | +36.7% | -46.8% | +83.5% | +40.1% |
| 3Y | +146.0% | -14.8% | +160.8% | +144.3% |
| All | +168.1% | +17.1% | +151.0% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling